Actually, i've found SLI works perfectly for me. The reason i believe Crossfire "doesn't work" is that it doesn't support windowed mode applications (or something along those lines). I am not sure if this is remedied as i don't use ATI cards for gaming (though i do own an old system with one installed for development purposes).
I ran a timetest from Howling Fjord to Argent Tournament Grounds, and got these results (min - max - average fps);
No SLI: 8.294 - 228.310 - 112.763
SLI: 9.639 - 307.712 - 148.251
This was on SLI GTX580's with an i7-2600K at maximum settings (1920x1080), and as you can imagine, there are several areas in Northrend that are visually taxing (the fog in Howling Fjord, most of Grizzly Hills). The minimum FPS there is a glitch in the measurement as at no point did it seem to stutter. This was also before the 64-bit client was even hinted at unofficially, and i recall using DX9 for the test. Both of these things improve performance by incredible amount in around 85% of systems, but in some configurations, DX11 can decrease performance (and so it is important to check both options for yourself).
Officially, the game doesn't support multi-GPU configurations, but unofficially, i beg to differ as do many others. It's still extremely CPU limited, but that has been significantly improved with the 64-bit client. There's always room for improvement, but it's simply not correct (or fair) to say the game doesn't support SLI or Crossfire.
CPU limitation is also no exactly a fault of the developers, it's merely that software of this scale and games of this type have to have a lot of "thread synchronization" going on in order to keep things together. Without this sync, there is no indication to the other threads when something has finished, or it's progress. See, they can run the code on their own, but they can't talk to each other without knowing who they're talking to and what they need to "say", much like a phonebook where you wouldn't type in a random number and start speaking to someone without a reason to do so.
As an MMO, the network thread has to finish processing first in order for the video and sound threads to be able to execute. It's this sync that is often the reason for so much slowdown, but it's a critical part of any multithreaded software. The network thread is also the slowest as it's running at the same rate as your ping (every 42ms at current for me), while the video and sound threads can execute in microseconds (1 millisecond is 1000 microseconds).
I've strayed a little off topic here, but it's really not a case that the game doesn't support them (as it does, but Crossfire only works in some configurations), but that it just doesn't scale well because it's limited not by the CPU, but by the CPU being limited by the inherent latency of the network.
Edited by Chronalis on 29/06/2012 14:27 BST